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The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known).

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  • Sequential probability ratio test (en)
  • Sequentieller Likelihood-Quotienten-Test (de)
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  • Ein Sequentieller Likelihood-Quotienten-Test kurz SLQT (englisch Sequential Probability Ratio Test, kurz SPRT oder Sequential Likelihood Ratio Test, kurz SLRT), auch sequentieller Plausibilitätsquotiententest genannt, ist in der Statistik ein sequentieller Hypothesentest. Statt mit einem festen Stichprobenumfang einen statistischen Test durchzuführen, wird beim nach jeder gemachten Beobachtung aufgrund aller bisher erfassten Daten getestet, ob eine Entscheidung für oder wider der Nullhypothese getroffen werden kann. Sollte dies nicht der Fall sein, wird die Beobachtung solange fortgesetzt, bis diese Entscheidung getroffen werden kann. (de)
  • The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). (en)
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  • Ein Sequentieller Likelihood-Quotienten-Test kurz SLQT (englisch Sequential Probability Ratio Test, kurz SPRT oder Sequential Likelihood Ratio Test, kurz SLRT), auch sequentieller Plausibilitätsquotiententest genannt, ist in der Statistik ein sequentieller Hypothesentest. Statt mit einem festen Stichprobenumfang einen statistischen Test durchzuführen, wird beim nach jeder gemachten Beobachtung aufgrund aller bisher erfassten Daten getestet, ob eine Entscheidung für oder wider der Nullhypothese getroffen werden kann. Sollte dies nicht der Fall sein, wird die Beobachtung solange fortgesetzt, bis diese Entscheidung getroffen werden kann. (de)
  • The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in the computerized testing of human examinees as a termination criterion. (en)
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